Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 70,000 | 50,000 | 70,001 | 50,000 | 51,836 CHF | 37,525 CHF | 100.00% | 100.00% |
19/11/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 51,767 CHF | 37,476 CHF | 99.40% | 99.40% |
18/11/2024 | 1.37% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 71,885 | 50,000 | 52,240 CHF | 36,860 CHF | 100.00% | 100.00% |
15/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 80,000 | 50,000 | 55,690 CHF | 35,306 CHF | 100.00% | 100.00% |
14/11/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80,000 | 50,000 | 77,077 | 50,000 | 54,748 CHF | 36,033 CHF | 99.52% | 99.52% |
13/11/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 77,032 | 49,704 | 54,702 CHF | 35,837 CHF | 99.32% | 99.32% |
12/11/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,083 CHF | 39,130 CHF | 100.00% | 100.00% |
11/11/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,331 CHF | 40,022 CHF | 100.00% | 100.00% |
08/11/2024 | 1.34% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,058 CHF | 37,684 CHF | 100.00% | 100.00% |
07/11/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 70,000 | 50,000 | 70,000 | 48,704 | 51,729 CHF | 36,496 CHF | 99.13% | 99.13% |